JREE.DE vs. JGPI.DE
JREE.DE (JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc)) and JGPI.DE (JPMorgan Global Equity Premium Income UCITS ETF) are both exchange-traded funds - JREE.DE is a Europe Equities fund tracking the JP Morgan Europe Research Enhanced Index Equity (ESG), while JGPI.DE is a Large Cap Blend Equities fund actively managed by JPMorgan. JREE.DE is passively managed, while JGPI.DE is actively managed. Over the past year, JREE.DE returned 16.00% vs -0.98% for JGPI.DE. At a 0.31 correlation, their price movements are largely independent. JREE.DE charges 0.25%/yr vs 0.35%/yr for JGPI.DE.
Performance
JREE.DE vs. JGPI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JREE.DE achieves a 7.37% return, which is significantly higher than JGPI.DE's -1.21% return.
JREE.DE
- 1D
- 0.69%
- 1M
- 3.34%
- YTD
- 7.37%
- 6M
- 9.73%
- 1Y
- 16.00%
- 3Y*
- 13.05%
- 5Y*
- 9.92%
- 10Y*
- —
JGPI.DE
- 1D
- -0.25%
- 1M
- 0.10%
- YTD
- -1.21%
- 6M
- -1.08%
- 1Y
- -0.98%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JREE.DE vs. JGPI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JREE.DE JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) | 7.37% | 20.14% | 6.61% | 2.24% |
JGPI.DE JPMorgan Global Equity Premium Income UCITS ETF | -1.21% | -0.60% | 14.79% | -1.17% |
Correlation
The correlation between JREE.DE and JGPI.DE is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Dec 8, 2023 | 0.31 |
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Return for Risk
JREE.DE vs. JGPI.DE — Risk / Return Rank
JREE.DE
JGPI.DE
JREE.DE vs. JGPI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) (JREE.DE) and JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| JREE.DE | JGPI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.35 | ||
| Sortino ratioReturn per unit of downside risk | +1.93 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 0.99 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.60 | -0.12 | +1.72 |
| Martin ratioReturn relative to average drawdown | 5.79 | -0.32 | +6.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JREE.DE | JGPI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.22 | -0.12 | +1.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.46 | +0.18 |
Drawdowns
JREE.DE vs. JGPI.DE - Drawdown Comparison
The maximum JREE.DE drawdown since its inception was -35.62%, which is greater than JGPI.DE's maximum drawdown of -12.10%. Use the drawdown chart below to compare losses from any high point for JREE.DE and JGPI.DE.
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Drawdown Indicators
| JREE.DE | JGPI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.62% | -12.10% | -23.52% |
Max Drawdown (1Y)Largest decline over 1 year | -9.97% | -8.18% | -1.79% |
Max Drawdown (3Y)Largest decline over 3 years | -16.63% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -19.02% | — | — |
Current DrawdownCurrent decline from peak | -1.28% | -8.94% | +7.66% |
Average DrawdownAverage peak-to-trough decline | -4.59% | -4.41% | -0.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 3.05% | -0.29% |
Volatility
JREE.DE vs. JGPI.DE - Volatility Comparison
JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) (JREE.DE) has a higher volatility of 4.22% compared to JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE) at 2.53%. This indicates that JREE.DE's price experiences larger fluctuations and is considered to be riskier than JGPI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JREE.DE | JGPI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.22% | 2.53% | +1.69% |
Volatility (6M)Calculated over the trailing 6-month period | 10.65% | 5.35% | +5.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.05% | 7.92% | +5.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.66% | 9.59% | +5.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.70% | 9.59% | +7.11% |
JREE.DE vs. JGPI.DE - Expense Ratio Comparison
JREE.DE has a 0.25% expense ratio, which is lower than JGPI.DE's 0.35% expense ratio.
Dividends
JREE.DE vs. JGPI.DE - Dividend Comparison
JREE.DE has not paid dividends to shareholders, while JGPI.DE's dividend yield for the trailing twelve months is around 8.85%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JGPI.DE JPMorgan Global Equity Premium Income UCITS ETF | 8.85% | 8.18% | 6.66% |
JREE.DE JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JREE.DE and JGPI.DE have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JREE.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JREE.DE is cheaper with a 0.25% expense ratio, compared with 0.35% for JGPI.DE.
JREE.DE is categorized as Europe Equities, while JGPI.DE is Large Cap Blend Equities. Their fees differ too: 0.25% for JREE.DE and 0.35% for JGPI.DE.
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